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Last updated on 2022-04-30.

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Patrick Altmeyer

Researching Trustworthy Artificial Intelligence (AI) for Finance and Economics

I am an economist by background with an interest in cross-disciplinary research on the intersection of Trustworthy AI and Financial Economics. For my PhD in Trustworthy AI, I currently focus on Counterfactual Explanations and Probabilisitic Machine Learning under supervision of Cynthia Liem at Delft University of Technology.

Education

PhD in Computer Science

Delft University of Technology

Delft, Netherlands

2025 - 2021

Thesis topic: Trustworthy Artificial Intelligence

Master in Data Science

Barcelona School of Economics

Barcelona, Spain

2021

Thesis: Deep Vector Autoregression for Macroeconomic Data

Master in Finance

Barcelona School of Economics

Barcelona, Spain

2018

Thesis: Option Pricing in the Heston Stochastic Volatility Model

Master of Arts with Honours in Economics

University of Edinburgh

Edinburgh, United Kingdom

2017

Thesis: Can misguided monetary policy explain the European housing bubble?

Professional Experience

Economist

Bank of England

London, United Kingdom

2021 - 2018

  • Co-author of two staff working papers (upcoming).
  • Co-initiated and led app development.
  • Briefing work for policy committees.

Postgraduate Intern

Bank of England

London, United Kingdom

2017

  • Econometric analysis of transaction data set in R.
  • Internal presentation of project results.

Teaching Experience

Research project

Research supervisor for group of students

Delft, Netherlands

2022

  • Proposal of final-year research project on Endogenous Dynamics in Algorithmic Recourse.
  • Supervision of group of three undergraduate students working on the project.

Foundations of Data Science Summer School

Teaching Assistant at Barcelona School of Economics

Barcelona, Spain

2021

Introduction course to R and Git

Lead Trainer at Analytics Enablement Hub, Bank of England.

London, United Kingdom

2020 - 2019

Honours Modules in Econometrics

Teaching assistant at School of Economics, University of Edinburgh

Edinburgh, United Kingdom

2017 - 2016

Selected Publications and Posters

Yield Curve Sensitivity to Investor Positioning Around Economic Shocks

Bank of England Staff Working Paper (upcoming)

London, United Kingdom

2022

Altmeyer P., Boneva L., Kinston R., Saha S., Stoja E.

Deep Vector Autoregression for Macroeconomic Data

Masters Thesis (selected for publication): [PDF], [GitHub]

Barcelona, Spain

2021

Agustí M., Altmeyer P., Vidal-Quadras Costa I.

Option Pricing in the Heston Stochastic Volatility Model: an Empirical Evaluation

Masters Thesis (selected for publication): [PDF]

Barcelona, Spain

2018

Altmeyer P., Grapendal J., Pravosud M., Quintana G.

Conferences and Workshops

IFC and Bank of Italy workshop on “Data science in central banking”

Presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [url], [YouTube]

Virtual

2022

NeurIPS 2021 MLECON Workshop

Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [url]

Virtual

2021

IFABS 2021 Oxford

Presented our BoE Staff Working Paper on yield curve pricing

Virtual

2021

Money markets and Central Bank Balance Sheets

Presented research on demand for central bank reserves at ECB: [url]

Frankfurt, Germany

2019

Selected Open-Source Software

CounterfactualExplanations.jl

Julia package for Counterfactual Explanations: [stable docs], [GitHub]

N/A

2021-2022

LaplaceRedux.jl

Pure-play Julia package for effortless Bayesian Deep Learning: [dev docs], [GitHub]

N/A

2021-2022

deepvars

R package implementing Deep Vector Autoregression (Altmeyer, Agusti, and Vidal-Quadras Costa 2021): [GitHub]

N/A

2021-2022

Outreach and Volunteering

Personal blog

Presenting AI in an accessible manner: [url]

N/A

2022 - 2021

Class representative

Masters in Data Science

Barcelona, Spain

2020

TEDx talk

Held a TEDx talk about European Integration: [YouTube]

Edinburgh, United Kingdom

2016

Scholarships and awards

Novartis Datathon

3rd Price Winner of Datathon

Barcelona, Spain

2020

Fee Waiver and Funding for Masters

Full funding for Masters in Data Science through BSE and Bank of England

Barcelona, Spain

2020

Fee waiver for Masters

Total tuition fee waiver for Master in Finance through BSE

Barcelona, Spain

2017

School of Economics Prize

Edinburgh University School of Economics Joint Prize for the best performance in Economics

Edinburgh, United Kingdom

2017

School of Economics Prize

School of Economics Prize for academic excellence in Economics

Edinburgh, United Kingdom

2015